how to extrude along a path to connect 2 meshes
I don't think you can do it this way but you have something close to it with 2 LoopTools > Loft or Bridge. Also, you'll have a better topology if the first and last selection have the same amount of vertices. Activate the LoopTools addon, then:

LoopTools > Loft

Select one of your circles, duplicate it several times where you want the pipe to follow. Select the first and last circle and all the duplications. Then right click to make the Context menu appear > LoopTools > Loft. The pipe appear. You can tweak some parameters in the Operator box (bottom left).



LoopTools > Bridge

This solution is not as precise as you don't determine any intermediate. Select the first and last circles, then right click to make the Context menu appear > LoopTools > Bridge. The pipe appear. You can tweak some parameters in the Operator box (bottom left).